The local health club, The Health Experience, offers a bunch of different party packages.  Our party included one hour on their indoor rock wall, where they provided all the gear and staff to belay for us.  Everybody got to climb a bunch, and then the staff had us play a game where we had to find the rubber chicken on the wall. We even named the chicken Gordy (short for chicken gordida). Then we went into the party room and had pizza and sodas and played some games. Then to finish it all off we got to go swimming in the pools (they have two). We played basketball in the shallow pool and had races in the big pool.  I had a ton of fun, and the club provided everything but a cake for us.  You can check them out at www.healthexperience.com.